Информационная структура динамических игр и объем доступной игрокам информации.

Abstract

Here the dynamic game with discrete time is generalized to a stochastic environment, in order to examine the implications o f incomplete and asymmetric information. In this game the next state o f a system and players' payoffs depend not only on its current state and players controls, but also on Markov stochastic elements. At each step o f the game, the players both know current state o f the system, and also have some (generally incomplete or delayed, and even asymmetric) knowledge o f the current values o f stochastic elements. The knowledge structure o f each specific game version is held in common by the competitors. In the dynamic game each player sets its strategy, with the objective o f maximizing the expected discounted sum o f seasonal payoffs, and conditional on the extent o f its current knowledge, and o f the anticipated policy o f its competitor . The implications o f alternative knowledge structures are explored, through dynamic programming and simulation. Both information structures and various game parameters are varied continuously, to explore their interplay. Particular focus is on demonstrating the often unexpected, and sometimes counter-intuitive, effects that knowledge enrichment may have, in these incomplete information games.